+187.4%
ABBV vs RGTI
+56.8%
+130.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +0.3% | +0.5% | -0.2% | +0.3% |
| 30D | +3.4% | -17.1% | +20.5% | +3.3% |
| 3M | +15.2% | -26.0% | +41.2% | +15.2% |
| 6M | +14.7% | -9.9% | +24.5% | +14.7% |
| YTD | +15.2% | -31.1% | +46.3% | +15.1% |
| 1Y | +20.4% | -8.5% | +28.9% | +20.2% |
| 3Y | +91.3% | +652.2% | -560.9% | +94.7% |
| All | +187.4% | +56.8% | +130.6% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RGTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling